+23.3%
BA vs KIM
+63.6%
-40.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.1% | +14.1% | -21.2% | -14.2% |
| 3M | -25.5% | +6.0% | -31.5% | -28.2% |
| 6M | -28.7% | +13.2% | -42.0% | -34.3% |
| YTD | -21.0% | +30.4% | -51.4% | -33.3% |
| 1Y | -11.9% | +31.0% | -42.9% | -25.9% |
| 3Y | -16.2% | +67.6% | -83.8% | -41.0% |
| 5Y | -22.4% | +35.8% | -58.2% | -38.6% |
| All | +23.3% | +63.6% | -40.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling